Similar Search Results - EconBiz

Identification and Estimation of the Environmental Kuznets Curve : Pairwise Differencing to Deal with Nonlinearity and Nonstationarity

Sen, Suphi - 2016

We propose an estimation strategy that accounts for two major problems raised in the empirical literature testing for … problems. Second, we apply nonlinear-nonstationary parametric and non-parametric estimation techniques to estimate the pairwise …

Persistent link: https://www.econbiz.de/10012993697

Non-normal errors or nonlinearity? : performance of unit root tests

Lee, Hyejin; Hur, Mansik - In: Applied economics 53 (2021) 52, pp. 6094-6103

Persistent link: https://www.econbiz.de/10012650385

Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?

Dahmene, Meriam; Boughrara, Adel; Slim, Skander - In: International review of economics & finance : IREF 71 (2021), pp. 676-699

Persistent link: https://www.econbiz.de/10012628018

Nonstationary panel models with latent group structures and cross-section dependence

Huang, Wenxin; Jin, Sainan; Phillips, Peter C. B.; Su, … - In: Journal of econometrics 221 (2021) 1, pp. 198-222

Persistent link: https://www.econbiz.de/10012618820

Nonlinear and time-varying risk premia

Ma, Chaoqun; Mi, Xianhua; Cai, Zongwu - In: China economic review : an international journal 62 (2020), pp. 1-30

Persistent link: https://www.econbiz.de/10012607208

Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests

Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid - In: The Manchester School 90 (2022) 4, pp. 453-471

Persistent link: https://www.econbiz.de/10013275644

A nonlinear threshold model for the dependence of extremes of stationary sequences

Martinez, Oscar; Olmo, Jose - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 3, pp. 1-37

Persistent link: https://www.econbiz.de/10009656085

Exchange rate pass-through and inflation : a nonlinear time series analysis

Shintani, Mototsugu; Terada Hagiwara, Akiko; Tomoyoshi, Yabu - 2012

Persistent link: https://www.econbiz.de/10009775880

Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach

Kim, Hyeongwoo; Ryu, Deockhyun - 2013

Persistent link: https://www.econbiz.de/10009776293

Essays on nonlinearity in economic time series

Heinen, Florian - 2011

Persistent link: https://www.econbiz.de/10009348370

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